PREVIEW / futures_5min / 2024-01-09

all futures 5-min files

  file:    by_date/futures_5min/2024/2024-01-09.parquet
  size:    337 KB
  rows:    20,376

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2024-01-09 00:00:00	ES	Futures	5152.91	5153.18	5152.64	5152.91	73.0
2024-01-09 00:05:00	ES	Futures	5153.18	5153.45	5152.91	5153.18	319.0
2024-01-09 00:10:00	ES	Futures	5153.18	5153.45	5152.91	5152.91	202.0
2024-01-09 00:15:00	ES	Futures	5152.91	5153.18	5152.37	5152.64	212.0
2024-01-09 00:20:00	ES	Futures	5152.64	5152.64	5152.1	5152.37	277.0
2024-01-09 00:25:00	ES	Futures	5152.37	5152.37	5151.84	5152.1	185.0
2024-01-09 00:30:00	ES	Futures	5152.1	5152.91	5151.84	5152.64	289.0
2024-01-09 00:35:00	ES	Futures	5152.64	5152.91	5152.1	5152.1	266.0
2024-01-09 00:40:00	ES	Futures	5152.1	5152.37	5151.57	5152.1	277.0
2024-01-09 00:45:00	ES	Futures	5152.1	5152.37	5151.57	5151.84	294.0
2024-01-09 00:50:00	ES	Futures	5151.84	5151.84	5150.76	5151.57	428.0
2024-01-09 00:55:00	ES	Futures	5151.57	5151.84	5151.03	5151.3	301.0
2024-01-09 01:00:00	ES	Futures	5151.3	5151.84	5150.76	5150.76	494.0
2024-01-09 01:05:00	ES	Futures	5150.76	5152.1	5150.49	5152.1	419.0
2024-01-09 01:10:00	ES	Futures	5152.1	5152.1	5150.76	5151.03	318.0
2024-01-09 01:15:00	ES	Futures	5151.03	5151.84	5150.76	5151.84	282.0
2024-01-09 01:20:00	ES	Futures	5151.84	5151.84	5151.03	5151.3	336.0
2024-01-09 01:25:00	ES	Futures	5151.57	5152.37	5151.57	5151.84	460.0
2024-01-09 01:30:00	ES	Futures	5152.1	5152.1	5151.57	5151.84	220.0
2024-01-09 01:35:00	ES	Futures	5151.84	5152.64	5151.84	5152.37	669.0
2024-01-09 01:40:00	ES	Futures	5152.37	5153.99	5152.37	5153.72	437.0
2024-01-09 01:45:00	ES	Futures	5153.99	5153.99	5152.91	5153.18	350.0
2024-01-09 01:50:00	ES	Futures	5153.45	5153.72	5152.91	5152.91	292.0
2024-01-09 01:55:00	ES	Futures	5153.18	5153.72	5152.64	5152.91	427.0
2024-01-09 02:00:00	ES	Futures	5152.91	5152.91	5149.96	5151.57	1212.0
2024-01-09 02:05:00	ES	Futures	5151.84	5152.91	5151.84	5152.91	650.0
2024-01-09 02:10:00	ES	Futures	5152.64	5152.91	5151.84	5152.1	291.0
2024-01-09 02:15:00	ES	Futures	5152.1	5152.64	5151.3	5152.64	639.0
2024-01-09 02:20:00	ES	Futures	5152.64	5152.91	5151.03	5151.03	659.0
2024-01-09 02:25:00	ES	Futures	5151.03	5151.84	5150.76	5150.76	638.0
2024-01-09 02:30:00	ES	Futures	5150.76	5151.57	5149.96	5151.3	1054.0
2024-01-09 02:35:00	ES	Futures	5151.3	5151.57	5150.76	5151.3	458.0
2024-01-09 02:40:00	ES	Futures	5151.3	5151.57	5150.49	5151.3	623.0
2024-01-09 02:45:00	ES	Futures	5151.3	5151.3	5149.96	5150.49	578.0
2024-01-09 02:50:00	ES	Futures	5150.49	5151.3	5150.22	5150.76	472.0
2024-01-09 02:55:00	ES	Futures	5150.49	5151.03	5149.96	5150.22	480.0
2024-01-09 03:00:00	ES	Futures	5150.22	5150.22	5147.27	5147.27	3208.0
2024-01-09 03:05:00	ES	Futures	5147.27	5148.34	5145.93	5147.81	2880.0
2024-01-09 03:10:00	ES	Futures	5147.54	5148.08	5146.2	5146.46	1314.0
2024-01-09 03:15:00	ES	Futures	5146.46	5147.0	5145.66	5146.2	1323.0
2024-01-09 03:20:00	ES	Futures	5146.2	5146.73	5145.93	5146.46	932.0
2024-01-09 03:25:00	ES	Futures	5146.46	5147.0	5144.05	5144.58	2199.0
2024-01-09 03:30:00	ES	Futures	5144.85	5145.66	5143.51	5145.12	1841.0
2024-01-09 03:35:00	ES	Futures	5144.85	5145.66	5143.24	5143.78	1734.0
2024-01-09 03:40:00	ES	Futures	5143.78	5144.05	5142.97	5143.78	1971.0
2024-01-09 03:45:00	ES	Futures	5143.51	5144.58	5142.97	5143.78	1677.0
2024-01-09 03:50:00	ES	Futures	5143.51	5145.39	5143.51	5144.32	1641.0
2024-01-09 03:55:00	ES	Futures	5144.32	5145.12	5143.51	5144.85	1241.0
2024-01-09 04:00:00	ES	Futures	5144.85	5146.2	5144.32	5145.12	2092.0
2024-01-09 04:05:00	ES	Futures	5144.85	5144.85	5142.44	5142.44	1544.0

> showing 50 of 20,376 rows — these rows as CSV

> unlock the full archive -- $79 one-time